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2
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0answers
9 views

Polynomial Data Fitting for Two Unknown Equation

I have a kind of data and want to find the equation(poly coeff) of given data. For example equation for given sample data is simple a^2*b+10 ...
-3
votes
1answer
36 views

code for ordered probit model

I have a data set with 7 predictor variables and one dependent variable. The dependent variable has 4 categories so it's not binomial. I need to fit a probit model. I need codes for probit model in ...
1
vote
1answer
21 views

Comparing polynomials

I've got a bunch of data on pop singers' performance on the Hot 100 charts over time, and I'm trying to compare the early part of different artists' careers. For example, I might look compare Miley ...
3
votes
1answer
158 views

Determining probability distribution for datasets with missing values

As a part of my exploratory data analysis (EDA) prior to further analysis, I'm trying to determine a probability distribution of my pilot dataset's variables. A particular feature of this dataset is a ...
7
votes
2answers
215 views

What to do when CFA fit for multi-item scale is bad?

I am not sure how to proceed with this CFA im doing in lavaan. I have a sample of 172 participants (I know that’s not much for a CFA) and 28 items with 7-point Likert scales that should load on seven ...
0
votes
1answer
31 views

Fit measures for GMM Arellano-Bond estimator in R

A colleague and I have been working with difference GMM, i.e. the Arellano-Bond estimator, in R. Our option has been to use the pgmm command from the plm package. However, now I am struggling to test ...
1
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0answers
26 views

How can I use Akaike's Information Criterion to compare two models of multi-peaked emission spectra?

I have several photoluminescence emission spectra that I am trying to fit curves to. The spectra each have a slight baseline and four peaks. The independent variable $x_i$ is wavelength (converted to ...
0
votes
0answers
37 views

How to validate goodness of fit and forecasting quality of a model?

I am working on big data sets, which represent electricity consumption on power substation throughout the year. I have data every 10 minutes and multiple (and long) seasonalities. I have a daily, ...
1
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0answers
20 views

Retreiving Integrated Fitted Data from Stationary Fitted Data

Note that this is a simplified example: I have some time series that I made stationary by differencing twice. Then I ran arima on it, and set d = 0 to prevent ...
0
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0answers
12 views

Artificial distribution to best match an actual one

There's a problem I am struggling to solve, if anything because I can't find the right angle from which to attack it. It's basically a fitting problem, and possibly a topological one, although I'm not ...
4
votes
1answer
94 views

Model with non-linear transformation

I don't understand this concept well and need help. I was choosing whether to use a linear model or apply a non-linear transformation in my model formula. To do a diagnostic, I quickly plotted my ...
1
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2answers
46 views

How to make IPF code faster and more concise in R

Iterative proportional fitting is a way of adjusting 'internal cells' in a multidimensional matrix to optimise fit. It is also known as 'raking' and can be seen as a subset of 'entropy maximisation'. ...
0
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0answers
18 views

Applying Delta Method to generate prediction bands for custom distributions step by step

I think that this is an interesting issue for all those who whan to not only adjust one prediction function, but also to obtain the prediction bands to asses the graphical or tabular error I'm trying ...
0
votes
1answer
46 views

Errors when fitting a SARIMAX model in R

Currently working on big data sets, I would like to fit a SARIMAX model to it in order to forecast future values. Here are my questions : Q1. As a matter of information, does anybody know how does R ...
2
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0answers
20 views

How to approximate error on Chi-Squared Fit when bin counts are zero

I am using a galaxy image simulator that provides a 2D histogram that has the number of photons per pixel (bin) $N$. I am currently using a least-squares residual: $\sum_{bin}(f_{data}-f_{model})^2$ ...
1
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0answers
29 views

Estimating a distribution from a dataset with multiple parameters

How would you go about solving the following problem? You're an insurance company who writes workers compensation policies. You want to build a probability distribution for the number of annual ...
1
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0answers
24 views

Estimating Parameters of truncated generalized pareto distribution by probability weighted moments

Is it possible to estimate parameters for a truncated Generalized Pareto Distribution (Wikipedia Article) by probability weighted moments? If not, why is that so? I am aware that it would be possible ...
0
votes
1answer
90 views

Logistic Regression - Model Does not Fit

My name is Abhi and I am fairly new to statistics. I found some sample exercises online & I am trying to solve them to get a better understanding of model development. Problem Statement Assume ...
1
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3answers
100 views

Issues with fitting distribution to heavy-tailed data

I am currently trying to fit distributions to some heavy tailed data-set (see the data set below) and have a hard time producing good results: ...
0
votes
1answer
39 views

Estimating a distribution based on three percentiles and a mean

I have a set of percentiles the 10-th, 50-th and 90-th. Furthermore I have the mean value. I am trying to reconstruct the underlying distribution. The question is similar to Estimating a ...
2
votes
1answer
40 views

Finding analytic form for distributions using linear regression, need ideas

I'm trying to find an analytical form to describe these probability density functions: I'm pretty new to all of this, but think I should use some linear combination of basis functions (so I can then ...
2
votes
1answer
70 views

“Better” goodness-of-fit tests than chi squared for histogram modeling?

I work on data from a mass spectrometer that produces billions upon billions of count histograms, and I need a good way to test whether these histograms are consistent with one or several model ...
0
votes
1answer
49 views

Regression model for $f(x_1, x_2) = a + b x_1\log x_2$

Which regression algorithm do I need to use to fit the coefficients of $f(x_1, x_2) = a + b x_1\log x_2$? Will linear regression with an independent variable $x_1 \log x_2$ work?
0
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0answers
26 views

How to find out some particular distribution given the grouped data and a polynomial fitted to the data

I have to analyse a set of grouped data.The data is divided into groups by some categories for example: BP(<=60), BP((60,80]); Pulse(<75), Pulse((75,90]) & Pulse(>90) etc having many more ...
0
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0answers
69 views

Fitting for a Poisson-Gaussian Mixture Distribution

First of all, I am rather new to statistics, so go easy on me. I am aware that the negative binomial distribution can be thought to arise as a result of letting the $\lambda$ parameter in a Poisson ...
0
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0answers
16 views

How to incorporate a noise model into a probabilistic model?

Let's say have a probabilistic model $m$ which I fit to data using maximum likelihood. Now, I would like to add a noise model $n$ which I can also fit independently using maximum likelihood. So I am ...
2
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0answers
45 views

How to know one system is significantly better than another one?

I am studying lexical semantics. I have 65 pairs of synonyms with their sense relatedness. The dataset is derived from the paper: Rubenstein, Herbert, and John B. Goodenough. "Contextual correlates ...
0
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0answers
20 views

Finding the right parameter for a student's $t$-distribution

Suppose I have a homogeneous time series $x_n$, where the values arrive each second. For $n\ge 60$, let $\sigma_n$ be the standard deviation of the values $x_{n-59},\ldots,x_n$. Under the assumption ...
0
votes
1answer
38 views

fitted() function in R vs adding the residuals to the original data

I've found a discrepancy between the output of the fitted() function and adding the residuals to the original data set. Is the fitted() function not doing what I think it should be doing?
1
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2answers
61 views

How to show that there is no relationship

I have some data which I am using to show that there is no relationship between two variables. (Or only a weak one.) In a previous writeup, I included the scatterplot showing no visible relationship, ...
0
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1answer
28 views

Number of points crossed by their best fit line

My lab teacher asked this question in class, but i find no way to work it out. If I have $n$ points with their uncertainties, I know that they follow a linear expression and I find the best-fit line ...
1
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0answers
34 views

Bank loan model (spr?)

I am trying to fit a model investigating the amount of the loan (or a transformation of it) as a function of the the variables income, gender, customer and age. Fitting a standard linear regression ...
0
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0answers
32 views

Effective variance for two independent variables

When you're fitting a model $y=f(x)$ to data (${x_i, y_i}$) with errorbars on both the independent ($x$) and response ($y$) variables, it's standard that you can define an 'effective variance' when ...
1
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2answers
151 views

Fit distributions with glm

I'm trying to fit different statistical distributions (Gamma, Poisson, normal, inverse Gaussian) to my data with a glm. An example could be like this: ...
1
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1answer
78 views

Negative binomial distribution fit

I am trying to fit a negative binomial distribution, in R, to my over dispersed data (out of 20 ,14 samples are 0, and rest are less than 5). The mean is $-0.8$ and ...
2
votes
1answer
70 views

Fit a moving average (MA) time series model to the data (R:stats::ar equivalent)

I am looking for some tools for automatic fitting of moving average (MA) time series model to my data in R. I know R:stats::ar ...
1
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0answers
36 views

Mixing distributions to model parameter errors in Poisson

I'm trying to fit a complex model to count data from a detector. I have background and background+signal data. My goal is to obtain information from the signal by fitting a Poisson with $\lambda = ...
1
vote
1answer
59 views

Model fitting to data by using machine learning algorithms?

I am trying to fit an equation to data. I know the form of the equation but I need to know constants parameters in the equation. I used non-linear fitting and optimization techniques but I could not ...
2
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3answers
86 views

Fitting moments to a distribution

I have data on the first to fourth moments of a continuous random variable and I am trying to find what distribution best fits the data. Wikipedia has a list of about 20 distributions that could fit ...
1
vote
1answer
133 views

Digging deeper into the FitDist function

I am using the script allfitdist to find which distribution best fits my data according to the tests included (BIC, AIK etc...) - these all stem from the script ...
1
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0answers
41 views

Determining the uncertainty of an exponential fit

My problem should probably be built up from the beginning, so lets start there. I performed a certain experiment 25 times. Every time, the experiment consists of 5000 measurements, and each ...
0
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0answers
115 views

How to interpret log-likelihood outputs from MASS::fitdistr (R)

AIM: Fit the best distribution to columns in a dataset (30k records) so that I can to go on to produce test data that is in a similar distribution. WHAT I'VE DONE SO FAR: Using R, I have found and ...
1
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0answers
75 views

Back Transforming Rates in Poisson GLM with Box and Cox Transformation

Suppose I have fitted a Poisson GLM to model rates as follows: > fit.1=glm(response~X1+X2+ offset(log(population)),family=poisson,data=...) I can get the ...
0
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0answers
27 views

Confidence interval for fit to poisson count data, for beginner

I have the following graph, which I then normalise and attempt to fit to. The data is a histogram of counts at a given time. The fit then looks like: The issue is that the parameters ...
2
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0answers
85 views

Error bar for Poisson count data

I have a set of data, counts versus time. The whole data looks like this Here is a sample ...
4
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0answers
92 views

How to fit this neuron firing model with R?

I originally posted this as an answer elsewhere but in retrospect it seems more like a question: What is the sample-size range for which the median should be preferred to the mean as a measure of ...
0
votes
1answer
86 views

Fitting logistic function with pymc

I've asked this question on stackoverflow too, but no answer yet. This seems a more appropariate place to ask this question: I'm messing around with pymc to understand it a bit better. Now I am ...
0
votes
0answers
53 views

Connection between power law and Zipf's law

I am trying to better understand the connection between the power law distribution and Zipf's distribution (law). There is a neat explanation in [1]. The article suggests that as we can derivate the ...
4
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1answer
187 views

Which distribution fits data better?

I use fitdistr in R to select which distribution fits my data best. I tried cauchy, ...
1
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1answer
640 views

Fitting ARMA model with MATLAB R2012b

I want to fit an ARMA model on a time series (quarterly log returns of a 10 year bond) using MATLAB R2012b. This is part of an exercise. I have problems with the code and the interpretation of a ...